The Interfax news agency, quoting a police source, said "a religious radical and probably a follower of non-traditional Islam", was on the rampage in central Almaty, opening fire from time to time.
Two witnesses told Reuters they had heard shots in several areas in the center of Almaty.
Police cordoned off several central streets, including the one near a local office of the KNB security police, where shots were also heard.
At least one attacker had been detained by the police, the RIA news agency quoted a security source as saying. It said several policemen had also been wounded.